Title :
Detection of signals in nonstationary random noise VIA stationarization and stationarity test
Author :
Ijima, Hiroshi ; Okui, Ryo ; Ohsumi, Akira
Author_Institution :
Dept. of Mech. & Syst. Eng., Kyoto Inst. of Technol.
Abstract :
In this paper, an effective method is proposed for detecting a signal which is corrupted by nonstationary random noise. First, the noisy observation data whose statistical property is nonstationary owing to the noise is modified such that they become stationary ones. Then, based on this stationarized observation process, the stationarity test is executed to detect the signal. The method is tested by simulations to show the efficacy
Keywords :
random noise; signal detection; statistical analysis; nonstationary random noise; signal detection; stationarily test; statistical property; Colored noise; Density functional theory; Finance; Psychology; Signal detection; Signal processing; Statistics; System testing; Systems engineering and theory; Working environment noise;
Conference_Titel :
Statistical Signal Processing, 2005 IEEE/SP 13th Workshop on
Conference_Location :
Novosibirsk
Print_ISBN :
0-7803-9403-8
DOI :
10.1109/SSP.2005.1628663
